Interest Rate & Currency Swap Structures - Part 2

Interest Rate & Currency Swap Structures - Part 2

Overview

This eCourse consists of two modules. Module 1 looks at differential swaps in detail, examining their features and characteristics and showing how to price these structures.

Module 2 looks at overnight indexed swaps in detail, examining their features, markets, and characteristics, and showing how to price these structures.

Objective

On completion of this course, you will be able to:
- Describe the features and characteristics of differential swaps
- Outline the main considerations in the pricing of differential swaps
- Define an overnight indexed swap and outline its main features
- Calculate the cash flow on an overnight indexed swap

Content

Module 1: Swaps - Differential Swaps
Topic 1: Basics of Differential Swaps
Topic 2: Pricing Differential Swaps

Module 2: Swaps - Overnight Indexed Swaps
Topic 1: Basics of an Overnight Indexed Swap
Topic 2: Pricing an Overnight Indexed Swap

Details

Code
TEPDS17002101
Venue
ePlatform
Language
English
Level
Intermediate
Hours
SFC:2.0, PWMA:2.0
Fees
All Member: HK$560
Non-Member: HK$780
Staff of Corporate Member: HK$560